+1,791.4%
AME vs LDOS
+494.7%
+1,296.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +0.6% | -5.4% | +6.0% | +2.8% |
| 30D | -6.7% | +4.9% | -11.6% | -8.8% |
| 3M | +4.1% | +7.2% | -3.1% | +0.2% |
| 6M | +1.6% | -24.2% | +25.8% | +11.9% |
| YTD | +16.1% | -25.8% | +41.9% | +27.7% |
| 1Y | +27.3% | -24.7% | +52.0% | +38.9% |
| 3Y | +50.9% | +39.3% | +11.6% | +22.0% |
| 5Y | +81.4% | +43.3% | +38.1% | +41.2% |
| 10Y | +417.0% | +278.6% | +138.4% | +160.3% |
| All | +1,791.4% | +494.7% | +1,296.6% | +599.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LDOS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling